statsmodels
https://github.com/statsmodels/statsmodels
Python
Statsmodels: statistical modeling and econometrics in Python
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- Issues
- ENH: power compromise error, ratio type 1 - type 2 error
- ENH: information criteria for robust estimators, RLM
- ENH: special case exactly identified GMM, M-estimator estimating equations
- FAQ-D/TST: pytest calls setup_class repeatedly
- handle_formula_data should sometimes return matrix
- ValueError("there should not be a constant in the model")
- UnboundLocalError: local variable 'warnings' referenced before assignment
- ENH: IVGMM: other results statistics, rsquared
- REF/TST/Maint cancor: multivariate versus stats version
- ENH: minimum (gof) distance estimator
- Docs
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